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markovchain (version 0.4.3.1)

Easy Handling Discrete Time Markov Chains

Description

Functions and S4 methods to create and manage discrete time Markov chains (DTMC) more easily. In addition functions to perform statistical (fitting and drawing random variates) and probabilistic (analysis of DTMC proprieties) analysis are provided.

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Install

install.packages('markovchain')

Monthly Downloads

7,544

Version

0.4.3.1

License

GPL-2

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Repository

http://github.com/spedygiorgio/markovchain/

Maintainer

Giorgio Spedicato

Last Published

March 5th, 2016

Functions in markovchain (0.4.3.1)

Function to fit a CTMC

Alofi island daily rainfall

predictiveDistribution

Function to compute the probability of observing a new data set, given a data set

Defined states of a transition matrix

CD4 cells counts on HIV Infects between zero and six month

inferHyperparam

Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set

Function to generate a sequence of random CTMC transitions.

Function to check if a Markov chain is irreducible

transitionProbability

Function to get the transition probabilities from initial to subsequent status.

markovchain-package

Easy Handling Discrete Time Markov Chains

Functions to fit a higher order Markov chain

Preprogluccacon DNA protein bases sequences

Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.

conditionalDistribution

conditionalDistribution of a Markov Chain

multinomialConfidenceIntervals

A function to compute multinomial confidence intervals of DTMC

markovchain-class

Class "markovchain"

generatorToTransitionMatrix

Function to obtain the transition matrix from the generator.

Verify if a state j is reachable from state i.

priorDistribution

Prior Distribution

markovchainList-class

Class "markovchainList"

Function to fit a discrete Markov chain

Stationary states of a markovchain objeect

HigherOrderMarkovChain-class

Class "HigherOrderMarkovChain"

First passage across states

markovchainListFit

Fit a markovchainList

verifyMarkovProperty

Various functions to perform statistical inference of DTMC

Mobility between income quartiles

absorbingStates

Various function to perform structural analysis of DTMC

Holson data set